Futures and forward contracts
- Time-Varying Risk Premiums and Term Premiums in Commodity FuturesDenis B. ChavesThe Journal of Alternative Investments March 2017, 19 (4) 39-52; DOI: https://doi.org/10.3905/jai.2017.19.4.039
- Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF MarketsA. Senol Oztekin, Suchismita Mishra, Pankaj K. Jain, Robert T. Daigler, Sascha Strobl and Richard D. HolowczakThe Journal of Trading March 2017, 12 (2) 59-72; DOI: https://doi.org/10.3905/jot.2017.12.2.059
- Conditional Probabilistic Analysis of Trade Ticks in Currency Derivatives MarketsGaurav Raizada and S.V.D. Nageswara RaoThe Journal of Trading March 2017, 12 (2) 50-58; DOI: https://doi.org/10.3905/jot.2017.12.2.050
- Physical versus Futures-Based Replication: The Case of Commodity ETFsGerasimos G. RompotisThe Journal of Index Investing August 2016, 7 (2) 16-37; DOI: https://doi.org/10.3905/jii.2016.7.2.016
- A Liquid and Investable Benchmark Index for the Commodity Trading Advisor and Managed Futures IndustryTillmann Sachs and Robert L.K. TiongThe Journal of Index Investing February 2016, 6 (4) 30-70; DOI: https://doi.org/10.3905/jii.2016.6.4.030
- What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant ResearchHilary TillThe Journal of Wealth Management January 2016, 18 (4) 108-123; DOI: https://doi.org/10.3905/jwm.2016.18.4.108
- Analysis of Execution Methods in U.S. and European FuturesAistis Raudys and Skirmantė MatkėnaitėThe Journal of Trading December 2015, 11 (1) 38-52; DOI: https://doi.org/10.3905/jot.2016.11.1.038
- Momentum and Risk AdjustmentMartin Dudler, Bruno Gmür and Semyon MalamudThe Journal of Alternative Investments September 2015, 18 (2) 91-103; DOI: https://doi.org/10.3905/jai.2015.18.2.091
- Harvesting Commodity Curve Premiums Through Roll-Yield DifferentialsMathieu GomesThe Journal of Alternative Investments September 2015, 18 (2) 51-60; DOI: https://doi.org/10.3905/jai.2015.18.2.051
- Is Financialization Killing Commodity Investments?Adam ZarembaThe Journal of Alternative Investments June 2015, 18 (1) 66-91; DOI: https://doi.org/10.3905/jai.2015.18.1.066
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